Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/ii/paper-3/26g/a/i/solution

Lévy's convergence theorem says that probability measures on converge weakly to if and only if their characteristic functions converge pointwise to the characteristic function of . More generally, if the characteristic functions converge pointwise to a function continuous at zero, that function is the characteristic function of a probability measure and the corresponding weak convergence holds.

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